How can I create a complex curve?
Add a Path (Add-->Curve-->Path). Enter Edit Mode, select the curve with A and subdivide it as many times as you like (W).
Now select every third point of the curve.


Grab the points up.


You may notice, that the curve is not even in some places, so correct it.


Snap the cursor to the end of the curve, enable Proportional Editing and set the Falloff Type to Sphere.


Scale it horizontaly, setting the proportional size to a proper value (use a mouse scroll).


Here is the final result.